LOCALIZED UPPER BOUNDS OF HEAT KERNELS FOR DIFFUSIONS VIA A MULTIPLE DYNKIN-HUNT FORMULA

Grigoryan A, Kajino N (2017)
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY 369(2): 1025-1060.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Grigoryan, AlexanderUniBi; Kajino, Naotaka
Abstract / Bemerkung
We prove that for a general diffusion process, certain assumptions on its behavior only within a fixed open subset of the state space imply the existence and sub-Gaussian type off-diagonal upper bounds of the global heat kernel on the fixed open set. The proof is mostly probabilistic and is based on a seemingly new formula, which we call a multiple Dynkin-Hunt formula, expressing the transition function of a Hunt process in terms of that of the part process on a given open subset. This result has an application to heat kernel analysis for the Liouville Brownian motion, the canonical diffusion in a certain random geometry of the plane induced by a (massive) Gaussian free field.
Stichworte
Hunt process; multiple Dynkin-Hunt formula; diffusion; heat kernel; sub-Gaussian upper bound; exit probability estimate
Erscheinungsjahr
2017
Zeitschriftentitel
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY
Band
369
Ausgabe
2
Seite(n)
1025-1060
ISSN
0002-9947
eISSN
1088-6850
Page URI
https://pub.uni-bielefeld.de/record/2907710

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Grigoryan A, Kajino N. LOCALIZED UPPER BOUNDS OF HEAT KERNELS FOR DIFFUSIONS VIA A MULTIPLE DYNKIN-HUNT FORMULA. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY. 2017;369(2):1025-1060.
Grigoryan, A., & Kajino, N. (2017). LOCALIZED UPPER BOUNDS OF HEAT KERNELS FOR DIFFUSIONS VIA A MULTIPLE DYNKIN-HUNT FORMULA. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 369(2), 1025-1060. doi:10.1090/tran/6784
Grigoryan, Alexander, and Kajino, Naotaka. 2017. “LOCALIZED UPPER BOUNDS OF HEAT KERNELS FOR DIFFUSIONS VIA A MULTIPLE DYNKIN-HUNT FORMULA”. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY 369 (2): 1025-1060.
Grigoryan, A., and Kajino, N. (2017). LOCALIZED UPPER BOUNDS OF HEAT KERNELS FOR DIFFUSIONS VIA A MULTIPLE DYNKIN-HUNT FORMULA. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY 369, 1025-1060.
Grigoryan, A., & Kajino, N., 2017. LOCALIZED UPPER BOUNDS OF HEAT KERNELS FOR DIFFUSIONS VIA A MULTIPLE DYNKIN-HUNT FORMULA. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 369(2), p 1025-1060.
A. Grigoryan and N. Kajino, “LOCALIZED UPPER BOUNDS OF HEAT KERNELS FOR DIFFUSIONS VIA A MULTIPLE DYNKIN-HUNT FORMULA”, TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, vol. 369, 2017, pp. 1025-1060.
Grigoryan, A., Kajino, N.: LOCALIZED UPPER BOUNDS OF HEAT KERNELS FOR DIFFUSIONS VIA A MULTIPLE DYNKIN-HUNT FORMULA. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY. 369, 1025-1060 (2017).
Grigoryan, Alexander, and Kajino, Naotaka. “LOCALIZED UPPER BOUNDS OF HEAT KERNELS FOR DIFFUSIONS VIA A MULTIPLE DYNKIN-HUNT FORMULA”. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY 369.2 (2017): 1025-1060.
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